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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+3.01%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$9.57B
AUM Growth
-$1.59B
Cap. Flow
-$1.88B
Cap. Flow %
-19.6%
Top 10 Hldgs %
46.8%
Holding
2,593
New
828
Increased
738
Reduced
461
Closed
545

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$82.1M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$21.6M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$10.1M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$8.54M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.24M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$14M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$7.25M
3
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$6.83M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$5.16M
5
GLD icon
SPDR Gold Trust
GLD
+$4.9M

Sector Composition

Rank Sector Weight
1 Financials 0.4%
2 Technology 0.37%
3 Industrials 0.32%
4 Healthcare 0.27%
5 Consumer Discretionary 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IRBT
1126
CALL
DELISTED
iRobot
IRBT
$495K 0.01%
+5,400
New +$547K
LLL
1127
DELISTED
L3 Technologies, Inc.
LLL
$495K 0.01%
+2,017
New +$471K
BB icon
1128
BlackBerry
BB
$4.98B
$494K 0.01%
66,188
+13,407
+25% +$116K
HOLX
1129
PUT
DELISTED
Hologic
HOLX
$490K 0.01%
+10,200
New +$472K
MDT icon
1130
Medtronic
MDT
$109B
$490K 0.01%
+5,032
New +$459K
AUY
1131
CALL
DELISTED
Yamana Gold, Inc.
AUY
$490K 0.01%
194,400
+119,600
+160% +$263K
TXN icon
1132
Texas Instruments
TXN
$252B
$488K 0.01%
+4,253
New +$476K
EFX icon
1133
CALL
Equifax
EFX
$20.3B
$487K 0.01%
+3,600
New +$451K
CCI icon
1134
Crown Castle
CCI
$33.3B
$485K 0.01%
3,719
-1,588
-30% -$204K
CCL icon
1135
Carnival Corporation Ltd
CCL
$38.1B
$484K 0.01%
10,396
+115
+1% +$6.02K
IWV icon
1136
iShares Russell 3000 ETF
IWV
$19.6B
$484K 0.01%
2,807
-3,266
-54% -$554K
RACE icon
1137
CALL
Ferrari
RACE
$69.2B
$484K 0.01%
3,000
-4,300
-59% -$619K
RY icon
1138
PUT
Royal Bank of Canada
RY
$291B
$484K 0.01%
+6,100
New +$477K
TEVA icon
1139
CALL
Teva Pharmaceuticals
TEVA
$40.8B
$483K 0.01%
52,300
-144,300
-73% -$1.74M
OKTA icon
1140
PUT
Okta
OKTA
$24.7B
$482K 0.01%
+3,900
New +$423K
KGC icon
1141
PUT
Kinross Gold
KGC
$27.4B
$481K 0.01%
+123,900
New +$418K
AA icon
1142
PUT
Alcoa
AA
$11.9B
$480K 0.01%
20,500
+13,200
+181% +$329K
AIZ icon
1143
CALL
Assurant
AIZ
$13.8B
$479K 0.01%
+4,500
New +$445K
TIF
1144
DELISTED
Tiffany & Co.
TIF
$479K 0.01%
5,113
-1,728
-25% -$172K
BWX icon
1145
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$478K 0.01%
16,535
+9,174
+125% +$257K
DVA icon
1146
CALL
DaVita
DVA
$15.4B
$478K 0.01%
+8,500
New +$440K
ROP icon
1147
PUT
Roper Technologies
ROP
$38.8B
$476K 0.01%
+1,300
New +$461K
TPR icon
1148
CALL
Tapestry
TPR
$30.8B
$476K 0.01%
+15,000
New +$468K
APD icon
1149
Air Products & Chemicals
APD
$65.7B
$475K 0.01%
+2,098
New +$434K
TSS
1150
PUT
DELISTED
Total System Services, Inc.
TSS
$475K 0.01%
+3,700
New +$407K
44 45
46
47 48

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q2 2019 Portfolio in Review

As of Q2 2019, Two Sigma Securities held 2,593 positions worth $9.57B, down 14% from $11.2B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Two Sigma Securities withdrew a net $1.88B in Q2 2019, closing 545 positions and reducing 461 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $14M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.4% of assets, up from 0.39% a quarter earlier, followed by Technology and Industrials.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 1000 ETF worth $5.65M.

  • Two Sigma Securities's largest Q2 2019 buy was iShares Russell 1000 ETF: 34,726 shares worth $5.65M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q2 2019, an estimated $82.1M increase.
  • Two Sigma Securities's biggest Q2 2019 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $6.83M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q2 2019, selling an estimated $14M.
  • Two Sigma Securities's ten largest holdings make up 47% of its $9.57B portfolio in Q2 2019.
  • Two Sigma Securities opened 828 new positions and closed 545 in Q2 2019.
  • Two Sigma Securities's portfolio value fell 14% quarter-over-quarter to $9.57B.

Based on Two Sigma Securities's 13F filing for Q2 2019, filed 14 Aug 2019.